Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47784.29 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46389.4 Kr¶

PnL: ---------------------------------------> -499.17 Kr¶

DD now: ---------------------------------> -1.739 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:47:59.246311'

Anic Portfolio¶

Today¶

Return: -0.52 %¶

This Week¶

Return: 0.528 %¶

Total¶

Return: 56.433 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.560000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 -1.480000 3109.600000 138.600000 4.670000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -4.930000 436.200000 81.200000 22.870000 355.000000
Corem Property Group B 59 -4.470000 656.080000 79.080000 13.710000 576.999999
Boozt 12 0.780000 1707.600000 53.600000 3.240000 1653.999996
HMS Networks 2 -0.060000 716.800000 43.800000 6.510000 673.000000
OEM International B 7 1.150000 555.100000 27.100000 5.130000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.370000 547.800000 20.800000 3.950000 527.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.440000 547.200000 15.200000 2.860000 532.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
SAAB B 8 1.780000 3390.400000 13.400000 0.400000 3377.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.100000 582.200000 8.200000 1.430000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.200000 578.820000 4.820000 0.840000 573.999998
AcadeMedia 12 -0.550000 560.880000 3.880000 0.700000 557.000004
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.230000 568.800000 -1.200000 -0.210000 570.000000
Midsona B 63 -4.550000 581.490000 -1.510000 -0.260000 582.999984
Handelsbanken A 5 -1.340000 542.150000 -3.850000 -0.710000 546.000000
CTEK 13 -2.160000 529.880000 -4.120000 -0.770000 533.999999
Swedbank A 3 -1.010000 558.150000 -5.850000 -1.040000 564.000000
Nordea Bank Abp 29 -0.840000 3439.400000 -14.600000 -0.420000 3453.999992
International Petroleum Corp. 5 1.960000 545.500000 -49.070000 -8.250000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.460000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 0.120000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.360000 3593.200000 -162.800000 -4.330000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -3.280000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46389.400000 -499.170000 -1.73885% 46888.564618

Updated:¶

'2023-01-17 16:48:11.901132'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶